NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
42.34 |
43.12 |
0.78 |
1.8% |
39.67 |
| High |
43.40 |
44.92 |
1.52 |
3.5% |
42.40 |
| Low |
42.00 |
42.93 |
0.93 |
2.2% |
38.14 |
| Close |
43.22 |
44.83 |
1.61 |
3.7% |
42.38 |
| Range |
1.40 |
1.99 |
0.59 |
42.1% |
4.26 |
| ATR |
1.54 |
1.57 |
0.03 |
2.1% |
0.00 |
| Volume |
41,283 |
49,155 |
7,872 |
19.1% |
165,997 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.20 |
49.50 |
45.92 |
|
| R3 |
48.21 |
47.51 |
45.38 |
|
| R2 |
46.22 |
46.22 |
45.19 |
|
| R1 |
45.52 |
45.52 |
45.01 |
45.87 |
| PP |
44.23 |
44.23 |
44.23 |
44.40 |
| S1 |
43.53 |
43.53 |
44.65 |
43.88 |
| S2 |
42.24 |
42.24 |
44.47 |
|
| S3 |
40.25 |
41.54 |
44.28 |
|
| S4 |
38.26 |
39.55 |
43.74 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.75 |
52.33 |
44.72 |
|
| R3 |
49.49 |
48.07 |
43.55 |
|
| R2 |
45.23 |
45.23 |
43.16 |
|
| R1 |
43.81 |
43.81 |
42.77 |
44.52 |
| PP |
40.97 |
40.97 |
40.97 |
41.33 |
| S1 |
39.55 |
39.55 |
41.99 |
40.26 |
| S2 |
36.71 |
36.71 |
41.60 |
|
| S3 |
32.45 |
35.29 |
41.21 |
|
| S4 |
28.19 |
31.03 |
40.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.92 |
38.94 |
5.98 |
13.3% |
1.73 |
3.9% |
98% |
True |
False |
40,662 |
| 10 |
44.92 |
38.14 |
6.78 |
15.1% |
1.56 |
3.5% |
99% |
True |
False |
32,831 |
| 20 |
44.92 |
38.14 |
6.78 |
15.1% |
1.41 |
3.1% |
99% |
True |
False |
27,643 |
| 40 |
44.92 |
35.52 |
9.40 |
21.0% |
1.54 |
3.4% |
99% |
True |
False |
24,848 |
| 60 |
44.92 |
32.22 |
12.70 |
28.3% |
1.65 |
3.7% |
99% |
True |
False |
22,393 |
| 80 |
44.92 |
32.22 |
12.70 |
28.3% |
1.56 |
3.5% |
99% |
True |
False |
18,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.38 |
|
2.618 |
50.13 |
|
1.618 |
48.14 |
|
1.000 |
46.91 |
|
0.618 |
46.15 |
|
HIGH |
44.92 |
|
0.618 |
44.16 |
|
0.500 |
43.93 |
|
0.382 |
43.69 |
|
LOW |
42.93 |
|
0.618 |
41.70 |
|
1.000 |
40.94 |
|
1.618 |
39.71 |
|
2.618 |
37.72 |
|
4.250 |
34.47 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
44.53 |
44.06 |
| PP |
44.23 |
43.29 |
| S1 |
43.93 |
42.53 |
|